blast.blitz Table: ez_market_depth_stats Type: View
Liquidity data taken from Blitz’s Orderbook API, showing amount of liquidity at each price level.
Columns
| Column Name | Data Type | Description |
|---|---|---|
| HOUR | TIMESTAMP_NTZ | The hour in which the stats table data was pull and inserted into the table. |
| TICKER_ID | TEXT | Identifier of a ticker with delimiter to separate base/target. |
| PRODUCT_ID | TEXT | The unique id of each product. Evens are perp products and odds are spot products. |
| ORDERBOOK_SIDE | TEXT | Designates the bid or ask side of the orderbook price. |
| VOLUME | FLOAT | The quantity for each bid/ask order at the given price level. |
| PRICE | FLOAT | The price level for each bid/ask order. |
| ROUND_PRICE_0_01 | FLOAT | The price level for each bid/ask order, rounded to nearest cent. |
| ROUND_PRICE_0_1 | FLOAT | The price level for each bid/ask order, rounded to nearest ten cents. |
| ROUND_PRICE_1 | FLOAT | The price level for each bid/ask order, rounded to nearest dollar. |
| ROUND_PRICE_10 | FLOAT | The price level for each bid/ask order, rounded to nearest 10 dollars. |
| ROUND_PRICE_100 | FLOAT | The price level for each bid/ask order, rounded to nearest 100 dollars. |
| EZ_MARKET_DEPTH_STATS_ID | TEXT | The unique identifier for each row in the table. |
| INSERTED_TIMESTAMP | TIMESTAMP_NTZ | The utc timestamp at which the row was inserted into the table. |
| MODIFIED_TIMESTAMP | TIMESTAMP_NTZ | The utc timestamp at which the row was last modified. |